Related papers: Five lectures on regularity structures and SPDEs
Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps…
We prove a convergence result for a large class of random models that encompasses the case of the BPHZ models used in the study of singular stochastic PDEs. We introduce for that purpose a useful variation on the notion of regularity…
In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.
We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…
These notes constitute the basis for the lectures given by the author at Centre de recherches math\'ematiques (CRM) at Universit\'e de Montreal, as part of the thematic semester on "Mathematical challenges in many-body physics and quantum…
These lectures are a brief introduction to supersymmetry.
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
The present review is based on the lectures that the author had been giving during several years at the Swiss Federal Institute of Technology in Zurich (ETH Zurich). Being bounded by lecture frames, the selection of the material, by…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
In this note, we address the following question: Why certain nonassociative algebra structures emerge in the regularity theory of elliptic type PDEs and also in constructing nonclassical and singular solutions? The aim of the paper is…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…
We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal…
We study model spaces, in the sense of Hairer, for stochastic partial differential equations involving the fractional Laplacian. We prove that the fractional Laplacian is a singular kernel suitable to apply the theory of regularity…
This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…
After a brief introduction to the Painlev\'{e} property for ordinary differential equations, we present a concise review of the various methods of singularity analysis which are commonly referred to as Painlev\'{e} tests. The tests are…
We introduce here the notion of syntactic lattice algebra which is an analogy of the syntactic monoid and of the syntactic semiring. We present a unified approach to get those three structures.
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the…
We review recent results on the analysis of singular stochastic partial differential equations in the language of paracontrolled distributions.
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…